0:10

We turn now to one of the best all-purpose methods for integration.

This is the integration by parts formula.

In this lesson, we'll learn what that is,

why it works, and what to do if it doesn't.

0:26

Recall that our method for computing an integral as an anti-derivative

is to take the differentiation rule and run it in reverse.

In this lesson we'll consider the product rule.

Recall the states that d(uv) is udv + vdu.

Now by integrating and rearranging this rule, what will we get?

Now if we integrate both sides.

Then, on the left, taking the integral of u times v yields, of course, u times v.

On the right, we have the integral of u dv plus the integral of v du.

This leads to the integration by parts formula.

The integral of u d v equals u times v minus the integral v d u.

Now again, as a reminder, u and v are functions of some third variable, say,

acts in the way that this is typically applied is that you are given one of

these terms, let's say the integral of udv as your problem.

And this is a hard integral, one that you're not sure how to evaluate.

What the integration by parts formula does is gives you a hopefully

easier integral, in the form of the integral vdu.

2:11

In order to apply the integration by parts formula, we're going to have to identify

which term should be u and which should be dv.

There are choices to be made.

Well, let's proceed by taking a guess and seeing how it works.

Let us choose as ux and

as dv e to the x, dx.

This is going to be a pretty good choice in that when we compute du we get

something simple, dx, but when we integrate dv

2:51

to get v, well it's an integral that we can do.

The integral of e to the x dx is of course e to the x.

Now, in this case, why did we not choose a plus c?

An integration constant.

Well let's see what happens when we apply the formula without that constant.

The integration by parts formula says that the integral of x e to the x dx is u

x times v e to the x minus the integral of v,

e to the x, times du, dx.

And now you see how the formula is supposed to work.

This rearrangement gives us a simpler integral to evaluate.

Of course, we know that the integral of e to the x

Is just e to the x plus a constant.

Now, I'll leave it to you to figure out why

adding the single integration constant at the end suffices.

We don't have to worry about in the middle.

4:22

For another example, compute the integral of log of x, dx.

In this case, the choice of u and dv is maybe not so obvious.

In general, you want to keep things as simple as possible.

Therefore, let u be equal to log of x since we know how to differentiate that.

Dv would necessarily be dx, thus computingduU and

one over x, dx and v as simply x.

The integration by parts formula says

that the integral lnxdx is u times v,

that is xlnx minus the integral of v du,

that is the integral of x times one over x, dx.

Notice how that is a simpler integral,

yielding x ln x- x + a constant,

or if we simplify, x(ln- 1).

Again, you'll want to check your work to make sure that the derivative

of this Is in fact what we began with is the natural log of x.

5:47

For another example compute the integral of sine of x over x, dx.

Well we have a couple of choices here let's try letting u

be equal to sine of x and dv being 1 over x dx.

In this case, du would be cos x dx, and

v would be the antiderivative of 1 over x, that is, in x.

6:20

The integration by parts formula gives what?

U times v, that is,

ln x sinx minus the integral of v lnx du cosx.

Well, this does not look so good.

That second integral looks more difficult than the first.

I think this counts as a failure.

We chose our u and dv incorrectly.

There's no guarantee that the integration by parts formula is ever going to work for

any choice of u and dv.

But let's try again.

If we chose you to be 1 over x and dv to be sine of x, dx.

7:13

Then well we can compute du as 1 over x squared

dx and we can antidifferentiate sine to get minus cosine.

Applying the integration by parts formula with this choice yields what?

U times v is negative cosine of x over x

then we have to subtract the integral of v du,

7:47

I think this again counts as a fail.

That looks like a worse integral than what we started with.

What does this mean?

Have we chosen wrong?

Is there another way to do this?

Well, no.

In fact, this is not an integral

that has a simple, representation for its antiderivative.

In fact we call the integral of sine of x over x, the sine integral.

It goes under the notation si(x).

It does not have a simple antiderivative.

Sometimes, the integration by parts method does not work for any choice, du and dv.

8:33

Now let's move on.

Let's consider the integral e to the x, sine of x.

Let's let u be sine of x, dv be e to the x, dx.

Computing du as cosine to xdx and v, e to the x,

9:05

Well again, this looks like one of those situations where this formula did

not simplify things.

However, we should not give up.

Let's consider applying the method again to the integral of e to the x,

co sin of x, dx.

Let's choose our u to be cosine of x, dv to be e to the x dx.

Then computing du and v, much as before, we can apply the integration by parts

formula to this integral to yield u times v,

that's e to the x, cosine of x, minus the integral of vdu, and

that yields o plus integral of e to the x, sin of x, dx.

And what do you we have?

Oh, dear.

We have our original integral again and it seems that though we are caught in a loop.

This certainly seems like a failure however,

let's be careful let us call this integral of E to the X, sign of X, I.

What have we computed?

We've computed that this I is really e

to the x sin of x minus some other integral.

Let's call the integral of e to the x cos of x, J.

Then what we've computed in our last

attempt was that I = e to the x sine x- J.

And J = e to the x cosine x + I.

This is a system of two equations with two unknowns.

Let's substitute the latter into the former.

And what do we obtain?

We get that I = e to the x sine of x- e to the x cosine of x- I.

11:09

Be careful with your signs.

In this case, solving for I yields an answer it

yields one half quantity E to the X sine of X minus E to the X cosine of X.

So with two applications of integration by part we can solve this problem.

The moral is don't quit too early.

11:39

But this yields the question.

How many times do we have to apply this formula in order to get an answer?

Well, I have a bit of bad news for you.

You don't know.

There are examples where you have to apply this

many times in order to get the correct answer.

However, this might not be so bad.

Sometimes one can obtain what is called a reduction formulae.

Let's look at an in depth example.

Consider the integral of x to the n cosxdx,

where n is a positive integer.

In this case we're going to choose our u

to be something that will simplify under differentiation.

Let's let it be x to the n.

So that dv is co sin of x dx.

In this case, du becomes n times x to the n minus one.

Dx and v is of course sin of x.

The integration by parts formula give what?

U times v, that's x to the n sin of x minus the integral of v d u and

that gives n times x to the n minus one times sin of x dx.

Pulling out the n gives us something that is maybe a little simpler,

but it's still of the form x to some power times sine of x.

So, let's try the general case of the integral of x to the n sine of x dx.

We'll again apply the integration by parts formula and

make the same choices as we did before.

So that du is nx to the n-1 dx, and v is negative cosine of x.

Applying integration by parts gives what.

The integral of x to the n sin of x is x to the n times

minus cos of x + the integral of n x to the n- 1 cos x dx.

Now we see something we see something, the same form as what we began.

But notice that the powers of x are reduced by one.

This allows us to get a reduction formula.

14:15

Continuing, here's the crucial step.

X to the n, cosine of x, dx, integrates to X to the n times sine of x minus n times.

Well, let's see, if we take the integral that we had on the previous slide and

use the second integration by parts application

we get quantity negative x to the n minus one.

Cosine of x plus the integral.

14:45

N minus 1 times x to the n minus 2, cosine of x, dx.

This simplifies, a little bit, into a formula that looks somewhat complicated.

But note, one ends with an integral of the form

x to some power times cosine of x d x where that power of

x is two less than the original n that you began with.

Likewise, if we compute the integral of x to the n sine of x.

And follow the algebra of substituting in

the integration by parts formula that we derived on our last slide.

What do we get?

We get in the end an integral of x to the n minus 2 times sine of x dx.

These final formulae are called reduction formulae.

They take a difficult integral, something like x to the n cosine of x,

and reduce it to a simpler integral, x to the n-2, cosine of x.

By applying this inductively, eventually you get down to x to the zero

times cosine of x, or maybe x to the one times cosine of x, and these are solvable.

16:15

Integration by parts is one of the key tools for computing integrals.

You're going to want to have that well practiced and memorized but

it's not the end of our techniques.

In our next lesson, we'll present a technique of integration,

based on substitution, but tuned for trigonometric variables.